This SDE can be explicitly integrated. Let \(0 \le s \le t \le T\) , Then \(r_t\)  can be represented as, [1]}
\( \bar{r}_t = \exp \left[e^{-k(t-s)} \log \bar{r}_s + k \int _s^t e^{-k(t-u)} \theta (u) du + \int _s^t \sigma (u) e^{-k(t-u)} dW(u)\right],\) 
